ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 24-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
141-08 |
141-30 |
0-22 |
0.5% |
140-25 |
High |
142-10 |
141-30 |
-0-12 |
-0.3% |
141-17 |
Low |
141-08 |
141-15 |
0-07 |
0.2% |
140-10 |
Close |
141-30 |
141-15 |
-0-15 |
-0.3% |
141-05 |
Range |
1-02 |
0-15 |
-0-19 |
-55.9% |
1-07 |
ATR |
0-30 |
0-29 |
-0-01 |
-3.6% |
0-00 |
Volume |
399 |
244 |
-155 |
-38.8% |
639 |
|
Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-01 |
142-23 |
141-23 |
|
R3 |
142-18 |
142-08 |
141-19 |
|
R2 |
142-03 |
142-03 |
141-18 |
|
R1 |
141-25 |
141-25 |
141-16 |
141-22 |
PP |
141-20 |
141-20 |
141-20 |
141-19 |
S1 |
141-10 |
141-10 |
141-14 |
141-08 |
S2 |
141-05 |
141-05 |
141-12 |
|
S3 |
140-22 |
140-27 |
141-11 |
|
S4 |
140-07 |
140-12 |
141-07 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-21 |
144-04 |
141-26 |
|
R3 |
143-14 |
142-29 |
141-16 |
|
R2 |
142-07 |
142-07 |
141-12 |
|
R1 |
141-22 |
141-22 |
141-09 |
141-30 |
PP |
141-00 |
141-00 |
141-00 |
141-04 |
S1 |
140-15 |
140-15 |
141-01 |
140-24 |
S2 |
139-25 |
139-25 |
140-30 |
|
S3 |
138-18 |
139-08 |
140-26 |
|
S4 |
137-11 |
138-01 |
140-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-30 |
2.618 |
143-05 |
1.618 |
142-22 |
1.000 |
142-13 |
0.618 |
142-07 |
HIGH |
141-30 |
0.618 |
141-24 |
0.500 |
141-22 |
0.382 |
141-21 |
LOW |
141-15 |
0.618 |
141-06 |
1.000 |
141-00 |
1.618 |
140-23 |
2.618 |
140-08 |
4.250 |
139-15 |
|
|
Fisher Pivots for day following 24-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
141-22 |
141-16 |
PP |
141-20 |
141-16 |
S1 |
141-18 |
141-16 |
|